IV Skew
-21.1%
25Δ put − call
Expiry 9/1818d 10/1646d 11/2081d 12/18109d 1/15137d 2/19172d 3/19200d 12/17473d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 50.00 1.20 0.00/4.90 0.03 -0.19 0.0031 -0.08 232.7% — 1 — — — — — — — — — 55.00 1.85 0.00/4.90 0.03 -0.18 0.0039 -0.09 203.3% — 1 — — — — — — — — — 60.00 1.75 0.00/4.90 0.04 -0.18 0.0050 -0.10 176.4% — 1 — — — — — — — — — 65.00 2.65 0.00/4.90 0.04 -0.17 0.0065 -0.12 151.3% — 2 4 1 106.6% 0.75 0.0147 -0.20 0.06 13.40/17.00 27.96 80.00 2.20 0.50/3.50 0.05 -0.11 0.0178 -0.19 75.2% 1 2 16 3 102.7% 0.67 0.0175 -0.22 0.07 9.70/14.00 12.97 85.00 4.50 2.50/5.00 0.07 -0.15 0.0224 -0.31 77.4% 40 26 37 1 100.3% 0.57 0.0193 -0.23 0.08 7.10/11.00 13.35 90.00 4.85 4.60/7.00 0.08 -0.16 0.0258 -0.43 75.2% 40 97 54 42 98.5% 0.47 0.0200 -0.22 0.08 4.50/9.00 7.10 95.00 6.50 7.50/11.20 0.08 -0.18 0.0234 -0.55 83.7% 12 65 78 40 93.1% 0.37 0.0200 -0.20 0.08 2.60/6.60 5.30 100.00 7.30 10.50/14.20 0.07 -0.15 0.0227 -0.67 79.2% 1 1 16 1 93.4% 0.28 0.0180 -0.18 0.07 1.35/5.30 9.30 105.00 15.30 14.50/17.90 0.06 -0.13 0.0194 -0.76 79.6% 1 17 8 3 98.7% 0.23 0.0152 -0.17 0.06 0.50/4.90 7.20 110.00 13.45 18.50/21.60 0.05 -0.08 0.0153 -0.85 73.5% 2 21 10 3 108.1% 0.20 0.0128 -0.17 0.06 0.10/4.90 4.49 115.00 14.20 22.50/27.30 0.04 -0.08 0.0120 -0.88 81.4% — 6 18 1 115.2% 0.17 0.0110 -0.17 0.05 0.00/4.50 4.50 120.00 — — — — — — — — — 15 1 129.2% 0.17 0.0097 -0.19 0.05 0.00/4.90 1.65 125.00 — — — — — — — — — 8 — 139.0% 0.16 0.0087 -0.19 0.05 0.00/4.90 3.50 130.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 18d · σ = 87.8%
Greek Δ Delta Γ Gamma Θ Theta V Vega
0.04 0.29 0.54 0.79 1.04 $64 $77 $91 $105 $118 spot $91.14 Strike Δ Synthetic strikes from −30% to +30% of spot. Greeks computed from ATM IV via Black-Scholes-Merton. Calls approach 1 deep ITM, 0 deep OTM. Puts mirror to (−1, 0).